ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8350	7.19
$α$	0.0817	4.25
$β$	0.8342	29.02
$γ_{1}$	-0.1821	-1.85
$γ_{2}$	0.2875	1.91
$γ_{3}$	-0.2352	-2.20
$γ_{4}$	0.2004	2.19
$γ_{5}$	0.1017	1.02
$γ_{6}$	-0.4574	-3.52
$γ_{7}$	0.4990	2.05

V-Lab

PIMCO Broad U.S. TIPS Index Exchange-Traded Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:4.69% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PIMCO Broad U.S. TIPS Index Exchange-Traded Fund Analyses